Corsair Void Pro RGB, Audio logic question

I have just purchased a new Corsair Void Pro RGB. Setup was a pain, had to uninstall and install 3 times to get it working as expected (Windows 10). Now that things seem to be in order, I have a question about usage and how audio should switch between headset and main sound (home theater system).

I assumed, that when I turned on these headphones, it would take over the output and just be in the headset. The issue I am having, is that I only have one or the other. I cannot have it switch between headset and main sound. Is this expected? I have had other headsets (Turtle Beach) that did this without any issue so I expect this to be expected behavior.

Can someone let me know if what I want is a pipe dream? I would like the audio to be my default (home theater) but when I turn on the headphones for it to switch automatically to them and stop output to the home theater. Then when I turn off the headset it switches back.

Currently, I have to manually switch between my sound settings and that is not ideal. Plus for the amount I paid, I expect this behavior. If this is not able to, then I will go back to Turtle Beach as they work this way.

Hopefully someone can give me some insight in this.

Thanks